Open world games to consider:

Avernum: Escape from the Pit. Ugly as sin, but with good writing and interesting tactical combat, plus a very open world to explore.

Arcanum: An old isometric open world game. Lots of places to explore, and quite non-linear.

Divine Divinity: Imagine an open world Diablo, with a good story & writing

Gothic series (not Gothic 4 or Forsaken Gods): 3 is the most open of the lot, but all 3 offers a lot of room for exploration has few artificial boundaries. If you decide to get Gothic 3, make sure to also get the huge fan patch, it is mandatory for enjoying the game. Forsaken gods also has a huge fan patch, but sadly the game is really beyond salvage. And Gothic 4/Arcania (not to be mixed up with Realms of Arkania, which is a great series) is just bland.

Fallout series: All of them, apart from the lousy Xbox game. Open world, good atmosphere, fun gameplay. Alright, so Brotherhood of steel tactics might not be quite open world, but it is still good.

Ultima 7: While the gameplay might be lacking, the writing & fun exploration more than makes up for this.

X-Series (X3 Terran Conflict in particular): Open universe rather than open world. Fly where you want, build a trade empire, fight enemies.

Risen: See Gothic

Try Arx Fatalis :)

• Divine Divinity
• Divinity 2
• The Witcher
• Fallouts

IRL huehue

Tibia
Metin 1&2

Try looking for RPG maker games. Good old times.

Witcher 2

TES games

Oblivion (MUCH BETTER THAN SKYRIM !)

Morrowind

Daggerfall (Free)

Arena

NOT TES

Earthbound was fun, it was kinda* open world

Paper Mario* (N64/GAMECUBE)

Fallout 3 is good,if you can get in to the post-apocalypse theme.

Secret of the Magic Crystal!

If you have ps2 you should play Final Fantasy XII and Okami.

Assassin's Creed series
Gothic series
Risen 1
Elderscroll series
STALKER series
Witcher series

All very fun games. Since we seem to be recommending console games as well, I suggest Dark Souls, quite enjoyable if you like difficulty and death. Blue Dragon, while it is a brighter styled game, very solid JRPG, truly a blast to play. But based on what you own on steam, you'd probably enjoy the STALKER series most.

Fallout , fallout 2 und fallout:tactics

Guild Wars 2! Period.

Morrowind.

Go and buy Project Zomboid over on Desura. It's only 6.99 and is about to get launched on steam probably for a higher price. It's an open world survival zombie apocalypse game with crafting and "Sims" like needs and RPG type stats etc.

S.T.A.L.K.E.R. series is awesome ;)

I have only seen one other say this, But the STALKER games are full of win. Not really a rpg game, but they are challenging in other ways. I highly recommend at least trying out Shadow of Chernobyl, and also look online and you can find a texture mod to opdate the look of the game. However one word of advice, you MUST install said mod before you start the game the first time. Otherwise to use the mod you have to start a new game. It will not let you use a saved game from before mod installation. Once you start making progress in the game you will be extremely hesitant to just discard your progress and start over.

Mount & Blade series

here is the best rpg games(as that you can change wich way the plot can go or other way to interact with the story)

dragon age origins,
baldurs gate 1 and 2,
planescape torment,
mass effect 1,
witcher 1 and 2,
Vampire: The Masquerade - Bloodlines,
Star Wars: Knights of the Old Republic 1 and 2,
Jade Empire: Special Edition

Two Worlds II has open world :)

S.T.A.L.K.E.R. series, Fallout 3 and New Vegas, TES 3,4,5, Kingdoms of Amalur, Borderlands 1,2 Garry´s Mod :D, GTA series, Saints Row series... Maybye Darksiders. And Ass ass ins Creed 2 series

Saints Row 2, Assassin's Creed 2, Rage, Crysis

Two Worlds II doesn't seem to have been mentioned yet.

Got mixed reviews, but I'd definitely recommend it